Normal Maps seem to be baked with Low Poly Details
The main problem is that you are baking a normal map suited for OpenGl. Unreal uses DirectX normal maps. You can easily solve this by inverting the green channel. It can be done during bake in blender, in photoshop or in Unreal in the material.



The dark scene in Cycles needs some lights to be useful. But if you need to have it shown correctly with the DirectX normal maps you need to invert the green channel in the material.

The next problem you have, is the artefact which is caused by a very thin triangle. (Even it you don't see triangles, all faces will be split into triangles during rendering and baking.) When the normal bends over the face and there aren't enough pixels the baker will not be able to create that bend without aliasing. The fastest way of fixing this is to give that face more room on the UV map. That would increase the resolution for that area only. But the better way would be to avoid thin triangles.